If I were you I'd get the Baen mass market paperback release of Kull. As far as I know it's pretty complete with his stories and unfinished fragments. I'm just about done reading it now, after reading Kane and Conan I can see why people say it is not his best work. I don't think I'd buy any reprint of Kull material no matter how nice it looks.
Kull stories can't be read as Conan's. There were more reflective and meditative fiction essay.
The world was at that time almost completely deprived of sorcery. There are sometimes some hints about its origins, but so little info as to let us try and guess at it.
The age of Conan is one of ancient time but when you read Kull and compare it to Conan's stories, you have almost a feel of prehistory where the Nemedian Chronicles didn't exist yet.
Then read the 2-3 first paragraphs of the "Hyborian Age" essay/introduction and then you will know that the Age of Kull is an Age of legend and understand the whole connection with the Hyborian Age.